ECBOT 5 Year T-Note Future June 2019
| Trading Metrics calculated at close of trading on 27-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2019 |
27-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
116-040 |
115-315 |
-0-045 |
-0.1% |
115-018 |
| High |
116-042 |
116-142 |
0-100 |
0.3% |
115-285 |
| Low |
115-262 |
115-307 |
0-045 |
0.1% |
114-282 |
| Close |
116-020 |
116-065 |
0-045 |
0.1% |
115-240 |
| Range |
0-100 |
0-155 |
0-055 |
55.0% |
1-002 |
| ATR |
0-095 |
0-099 |
0-004 |
4.5% |
0-000 |
| Volume |
1,171,218 |
1,621,062 |
449,844 |
38.4% |
4,852,646 |
|
| Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-210 |
117-133 |
116-150 |
|
| R3 |
117-055 |
116-298 |
116-108 |
|
| R2 |
116-220 |
116-220 |
116-093 |
|
| R1 |
116-142 |
116-142 |
116-079 |
116-181 |
| PP |
116-065 |
116-065 |
116-065 |
116-084 |
| S1 |
115-307 |
115-307 |
116-051 |
116-026 |
| S2 |
115-230 |
115-230 |
116-037 |
|
| S3 |
115-075 |
115-152 |
116-022 |
|
| S4 |
114-240 |
114-317 |
115-300 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-170 |
118-047 |
116-097 |
|
| R3 |
117-167 |
117-045 |
116-009 |
|
| R2 |
116-165 |
116-165 |
115-299 |
|
| R1 |
116-042 |
116-042 |
115-270 |
116-104 |
| PP |
115-162 |
115-162 |
115-162 |
115-193 |
| S1 |
115-040 |
115-040 |
115-210 |
115-101 |
| S2 |
114-160 |
114-160 |
115-181 |
|
| S3 |
113-158 |
114-038 |
115-151 |
|
| S4 |
112-155 |
113-035 |
115-063 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-161 |
|
2.618 |
117-228 |
|
1.618 |
117-073 |
|
1.000 |
116-298 |
|
0.618 |
116-238 |
|
HIGH |
116-142 |
|
0.618 |
116-083 |
|
0.500 |
116-065 |
|
0.382 |
116-047 |
|
LOW |
115-307 |
|
0.618 |
115-212 |
|
1.000 |
115-152 |
|
1.618 |
115-057 |
|
2.618 |
114-222 |
|
4.250 |
113-289 |
|
|
| Fisher Pivots for day following 27-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
116-065 |
116-050 |
| PP |
116-065 |
116-034 |
| S1 |
116-065 |
116-019 |
|